Do S&P 500 index options violate Martingale restriction?

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Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

<mark>Journal publication date</mark>	1999
<mark>Journal</mark>	Journal of Futures Markets
Issue number	5
Volume	19
Number of pages	23
Pages (from-to)	499-521
Publication Status	Published
<mark>Original language</mark>	English

Research